+123.4%
FE vs ACM
+132.6%
-9.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.2% | +5.6% | -4.4% | 0.0% |
| 30D | +4.5% | +20.8% | -16.3% | +0.2% |
| 3M | +1.3% | +11.4% | -10.1% | -1.3% |
| 6M | +8.7% | +0.9% | +7.7% | +7.6% |
| YTD | +9.2% | -24.8% | +34.0% | +14.8% |
| 1Y | +7.0% | -46.4% | +53.4% | +22.2% |
| 3Y | +51.4% | -9.2% | +60.6% | +47.7% |
| 5Y | +47.7% | +5.0% | +42.7% | +36.9% |
| All | +123.4% | +132.6% | -9.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling